I don't believe that strict etiquette requires any acknowledgement for a card - someone will correct me if I'm wrong, I hope - but I do generally reciprocate winter holiday cards with one of my own.
I don't usually acknowledge other types of cards, but I play it by ear - if I'm really touched by the person's thinking of me, or if it's someone I want to catch up with, or someone who I think would appreciate a note in return, then I'll get in touch (e-mail, phone, short note) and use "Thank you so much for remembering me!" as my opener.